+904.9%
IREN vs CRL
+37.9%
+867.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.7% | +7.7% | +6.2% |
| 7D | +27.5% | -0.6% | +28.0% | +27.7% |
| 30D | +13.8% | +5.0% | +8.9% | +11.5% |
| 3M | -20.7% | +50.6% | -71.3% | -35.3% |
| 6M | +27.9% | +60.9% | -33.1% | -0.2% |
| YTD | +24.3% | +40.7% | -16.5% | +2.7% |
| 1Y | +79.2% | +73.3% | +5.9% | +29.5% |
| 3Y | +904.9% | +40.6% | +864.4% | +745.5% |
| All | +904.9% | +37.9% | +867.0% | +745.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling